Milstein's type schemes for fractional SDEs

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Publication:985345

DOI10.1214/08-AIHP196zbMath1197.60070arXivmath/0702317MaRDI QIDQ985345

Mihai Gradinaru, Ivan Nourdin

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702317




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